ICE US Dollar Index Future December 2016
Trading Metrics calculated at close of trading on 06-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
96.080 |
96.135 |
0.055 |
0.1% |
95.390 |
High |
96.310 |
96.785 |
0.475 |
0.5% |
95.895 |
Low |
95.940 |
96.115 |
0.175 |
0.2% |
95.020 |
Close |
96.114 |
96.772 |
0.658 |
0.7% |
95.385 |
Range |
0.370 |
0.670 |
0.300 |
81.1% |
0.875 |
ATR |
0.552 |
0.561 |
0.008 |
1.5% |
0.000 |
Volume |
23,774 |
26,140 |
2,366 |
10.0% |
88,974 |
|
Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.567 |
98.340 |
97.140 |
|
R3 |
97.897 |
97.670 |
96.956 |
|
R2 |
97.227 |
97.227 |
96.895 |
|
R1 |
97.000 |
97.000 |
96.833 |
97.113 |
PP |
96.557 |
96.557 |
96.557 |
96.614 |
S1 |
96.330 |
96.330 |
96.711 |
96.444 |
S2 |
95.887 |
95.887 |
96.649 |
|
S3 |
95.217 |
95.660 |
96.588 |
|
S4 |
94.547 |
94.990 |
96.404 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.058 |
97.597 |
95.866 |
|
R3 |
97.183 |
96.722 |
95.626 |
|
R2 |
96.308 |
96.308 |
95.545 |
|
R1 |
95.847 |
95.847 |
95.465 |
95.640 |
PP |
95.433 |
95.433 |
95.433 |
95.330 |
S1 |
94.972 |
94.972 |
95.305 |
94.765 |
S2 |
94.558 |
94.558 |
95.225 |
|
S3 |
93.683 |
94.097 |
95.144 |
|
S4 |
92.808 |
93.222 |
94.904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.785 |
95.250 |
1.535 |
1.6% |
0.552 |
0.6% |
99% |
True |
False |
28,092 |
10 |
96.785 |
95.020 |
1.765 |
1.8% |
0.470 |
0.5% |
99% |
True |
False |
21,292 |
20 |
96.785 |
94.760 |
2.025 |
2.1% |
0.544 |
0.6% |
99% |
True |
False |
20,024 |
40 |
96.785 |
94.050 |
2.735 |
2.8% |
0.567 |
0.6% |
100% |
True |
False |
10,776 |
60 |
97.610 |
94.050 |
3.560 |
3.7% |
0.559 |
0.6% |
76% |
False |
False |
7,349 |
80 |
97.610 |
93.100 |
4.510 |
4.7% |
0.606 |
0.6% |
81% |
False |
False |
5,638 |
100 |
97.610 |
93.100 |
4.510 |
4.7% |
0.583 |
0.6% |
81% |
False |
False |
4,545 |
120 |
97.610 |
92.095 |
5.515 |
5.7% |
0.559 |
0.6% |
85% |
False |
False |
3,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.632 |
2.618 |
98.539 |
1.618 |
97.869 |
1.000 |
97.455 |
0.618 |
97.199 |
HIGH |
96.785 |
0.618 |
96.529 |
0.500 |
96.450 |
0.382 |
96.371 |
LOW |
96.115 |
0.618 |
95.701 |
1.000 |
95.445 |
1.618 |
95.031 |
2.618 |
94.361 |
4.250 |
93.268 |
|
|
Fisher Pivots for day following 06-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
96.665 |
96.589 |
PP |
96.557 |
96.406 |
S1 |
96.450 |
96.223 |
|